A while back, I had an interviewer ask me this question. This was for an industry job, but I could infer that several of the people interviewing me had worked a postdoctoral research position prior to working there. I did not have a good answer, and I still do not. My answer was, "I do not want to go into academia, so for me the choice was simple. Also, the uncertainty in funding for postdocs did not appeal to me."
I can see that this was not a good response, as several people on the interviewing panel had done postdocs, and this subtly criticized their choice to do so.
The reasons I didn't do a postdoc was several: 1. I didn't want to go into academia. 2. I didn't want to work long hours for little pay. 3. I didn't want uncertainty in my pay, or job security. 4. I had a bad doctoral advisor, and did not want to continue working in a culture where I had no recourse against a bad boss. ... and so on. But the interviewer presumably does not care about these reasons.
What is the real question, and how could someone go about formulating an answer to it?